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Develops algorithms for fitting, prediction, simulation and initialization of the hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, which also includes several tools for handling missing data, nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), fitting regime switching regression (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) and many other useful tools (read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its arxiv version: <doi:10.48550/arXiv.2109.12489>).
| Version: | 0.3.7 |
| Depends: | R (≥ 4.3.0), CMAPSS, mvtnorm |
| Imports: | Rcpp, Rdpack, MASS, mice, progress, magic, splines2 |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2024-05-01 |
| Author: | Morteza Amini [aut, cre, cph], Afarin Bayat [aut], Reza Salehian [aut] |
| Maintainer: | Morteza Amini <morteza.amini at ut.ac.ir> |
| BugReports: | https://github.com/mortamini/hhsmm/issues |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Citation: | hhsmm citation info |
| In views: | MissingData |
| CRAN checks: | hhsmm results |
| Reference manual: | hhsmm.pdf |
| Package source: | hhsmm_0.3.7.tar.gz |
| Windows binaries: | r-devel: hhsmm_0.3.6.zip, r-release: hhsmm_0.3.6.zip, r-oldrel: hhsmm_0.3.6.zip |
| macOS binaries: | r-release (arm64): hhsmm_0.3.7.tgz, r-oldrel (arm64): hhsmm_0.3.7.tgz, r-release (x86_64): hhsmm_0.3.7.tgz, r-oldrel (x86_64): hhsmm_0.3.7.tgz |
| Old sources: | hhsmm archive |
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These binaries (installable software) and packages are in development.
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